The behavior of phase trajectories of a linear oscillator under random parametric excitation (Q808528)

The author considers the equation \[ (1)\quad d^ 2z(t)/dt^ 2+(1+\xi (t))z(t)=0,\quad t>0, \] where \(\xi\) is a component of the stationary solution of the equation \[ d{\vec \xi}(t)=A{\vec \xi}(t)dt+B^{{1\over 2} } d\vec w(t) \] in \({\mathbb{R}}^ n\) with some matrices A and B. There are given conditions under which the solutions of (1) are of unbounded growth.